A martingale approach to strong convergence of the number of records

Advances in Applied Probability

Volumn 33, Issue 4, 2001, Pages 864-873

  Gouet, Raúl ^a   López, F Javier ^a   San Miguel, Miguel ^a  

^a UNIVERSITY OF CHILE   (Chile)

Author keywords

Extremes; Martingales; Records

Indexed keywords

APPROXIMATION THEORY; CONVERGENCE OF NUMERICAL METHODS; RANDOM PROCESSES;

EXTREME VALUE THEORY;

POISSON DISTRIBUTION;

EID: 0035712506     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1239/aap/1011994033     Document Type: Article

References (21)

1. Normal approximation of the number of records in geometrically distributed random variables
2. A record of records
3. Records from improving populations
4. On record values and the exponent of a distribution with regularly varying upper tail
5. Valeurs extrémales d'échantillons croissants d'une variable aléatoire réelle
6. α -Scheme. II. Limit theorems
7. Limit properties of the kth record values
8. Sur la distribution limite du terme maximum d'une série aléatoire
9. A point-process approach to almost-sure behaviour of record values and order statistics
10. Convergence rates for record times and the associated counting process
11. Almost sure limit points of and the number of boundary crossings related to SLLN and LIL for record times, inter-record times and the number of record values
12. Records
13. The existence of probability measures with given marginals
14. Limit theorems for records from discrete distributions